JP Morgan Call 42 QIA 18.06.2021/  DE000JC5PN60  /

EUWAX
5/14/2021  8:17:38 AM Chg.+0.006 Bid9:27:35 PM Ask9:27:35 PM Underlying Strike price Expiration date Option type
0.100EUR +6.38% 0.090
Bid Size: 5,000
0.150
Ask Size: 5,000
QIAGEN NV EO... 42.00 EUR 6/18/2021 Call

Master data

WKN: JC5PN6
Issuer: J.P. Morgan Securities Ltd.
Currency: EUR
Underlying: QIAGEN NV EO -,01
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 6/18/2021
Issue date: 8/19/2020
Last trading day: 6/17/2021
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 25.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.25
Parity: -0.35
Time value: 0.15
Break-even: 43.50
Moneyness: 0.92
Premium: 0.13
Premium p.a.: 2.70
Spread abs.: 0.06
Spread %: 40.00%
Delta: 0.31
Theta: -0.03
Omega: 7.85
Rho: 0.01
 

Quote data

Open: 0.100
High: 0.100
Low: 0.100
Previous Close: 0.094
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -72.97%
3 Months
  -86.84%
YTD
  -83.87%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.094
1M High / 1M Low: 0.420 0.094
6M High / 6M Low: 0.810 0.094
High (YTD): 2/9/2021 0.810
Low (YTD): 5/13/2021 0.094
52W High: - -
52W Low: - -
Avg. price 1W:   0.104
Avg. volume 1W:   0.000
Avg. price 1M:   0.239
Avg. volume 1M:   0.000
Avg. price 6M:   0.487
Avg. volume 6M:   9.836
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   154.27%
Volatility 6M:   133.87%
Volatility 1Y:   -
Volatility 3Y:   -